Christos Floros

Technological Educational Institute of Crete

Department of Accounting & Finance

School of Management & Economics

Heraklion, Crete GR 71004

Greece

  • Technological Educational Institute of Crete

SCHOLARLY PAPERS

13

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1,113

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16

Scholarly Papers (13)

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1.

Stock Returns and Inflation in Greece

Applied Econometrics and International Development, Vol. 4, No. 2, 2004
Number of pages: 14 Posted: 19 Aug 2008
Christos Floros
Technological Educational Institute of Crete
Downloads 527 (115,624)

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Stock Returns, Inflation, Athen Stock Exchange, Greece, Cointegration

2.

Risk, Competition and Efficiency in Banking: Evidence from China

Number of pages: 37 Posted: 01 Aug 2017
Yong Tan and Christos Floros
University of Huddersfield - Business School and Technological Educational Institute of Crete
Downloads 136 (458,213)
Citation 2

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competition, risk, efficiency, Chinese banking

3.

Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence

Number of pages: 24 Posted: 25 Oct 2018
Stavros Antonios Degiannakis, Christos Floros and Alexandra Livada
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Technological Educational Institute of Crete and Athens University of Economics and Business - Department of Statistics
Downloads 104 (563,196)
Citation 2

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ARCH, Value-at-Risk, Volatility, Forecasting, Financial Crisis

4.

Intra-Day Realized Volatility for European and USA Stock Indices

Global Finance Journal, Vol. 29, 2016
Number of pages: 27 Posted: 26 Oct 2018 Last Revised: 30 Sep 2019
Stavros Antonios Degiannakis and Christos Floros
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Technological Educational Institute of Crete
Downloads 80 (664,997)
Citation 1

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correlation of volatilities, intra-day data, model-free de-noising, realized volatility, sampling frequency, ultra-high frequency, volatility signature plot

5.

A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification

Number of pages: 41 Posted: 26 Oct 2018
Stavros Antonios Degiannakis, Pamela Dent and Christos Floros
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, University of Portsmouth and Technological Educational Institute of Crete
Downloads 78 (674,835)
Citation 1

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Expected Shortfall, FIGARCH, Forecasting, stock indices, skewed Student-t, Volatility, Long Memory, Value-at-Risk, VaR

6.

Risk, Competition and Cost Efficiency in the Chinese Banking Industry

Number of pages: 28 Posted: 02 Aug 2017
Yong Tan and Christos Floros
University of Huddersfield - Business School and Technological Educational Institute of Crete
Downloads 57 (797,988)
Citation 1

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Credit Risk, Competition, Cost Efficiency, Chinese Banking, Three-Stage Least Square

7.

Modeling CAC40 Volatility Using Ultra-high Frequency Data

MPRA Paper No. 80445, Research in International Business and Finance No. 28 (2013)
Number of pages: 27 Posted: 25 Oct 2018
Stavros Antonios Degiannakis and Christos Floros
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Technological Educational Institute of Crete
Downloads 48 (866,506)
Citation 1

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Intra-Day Data, Long Memory, Predictability, Realized Volatility, Ultrahigh Frequency Modeling, Value-at-Risk

8.

Oil and Stock Price Returns: Evidence from European Industrial Sector Indices in a Time-Varying Environment

Number of pages: 32 Posted: 25 Oct 2018
Stavros Antonios Degiannakis, George N. Filis and Christos Floros
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Bournemouth University and Technological Educational Institute of Crete
Downloads 43 (909,813)
Citation 5

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Diag-VECH GARCH, Dynamic correlation, Multivariate Heteroskedastic Framework, Oil Price Returns, Oil Price Shocks, Stock Market Sectors

9.

Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility: International Evidence

MPRA Paper No. 80433, International Review of Financial Analysis No. 27 (2013)
Number of pages: 34 Posted: 27 Oct 2018
Stavros Antonios Degiannakis, Christos Floros and Pamela Dent
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Technological Educational Institute of Crete and University of Portsmouth
Downloads 40 (937,644)
Citation 3

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Expected Shortfall, Long Memory, Multi-Period Forecasting, Value-at-Risk, Volatility Forecasting

10.

Economic News Releases and Financial Markets in South Africa

Economies, 2019
Posted: 03 Apr 2017 Last Revised: 04 Nov 2019
Konstantinos Gkillas, Dimitrios I. Vortelinos, Christos Floros and Athanasios Tsagkanos
University of Patras - Department of Management Science and Technology, University of Lincoln, Technological Educational Institute of Crete and University of Patras - Business Administration

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South Africa, Economic news, Macrofundamentals

11.

Long Memory in Exchange Rates: International Evidence

The International Journal of Business and Finance Research, Vol. 2, No. 1, pp. 31-39, 2008
Posted: 19 Feb 2010
Christos Floros
Technological Educational Institute of Crete

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12.

Internet Banking Services and Fees: The Case of Greece

Posted: 09 Jun 2008
Georgia Giordani, Christos Floros and Guy Judge
University of Portsmouth, Technological Educational Institute of Crete and University of Portsmouth

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Banking fees, Internet Banking, Greece

13.

Price Linkages between the Us, Japan and UK Stock Markets

Financial Markets and Portfolio Management, Vol. 19, 2, 166-175, 2005
Posted: 06 Sep 2005
Christos Floros
Technological Educational Institute of Crete

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